An optimization approach to adaptive multi-dimensional capital management (Q1757615): Difference between revisions

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+Q3560912
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+Saddlepoint approximations for the probability of ruin in finite time
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+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
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+Convergence rates of posterior distributions.
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+An optimization approach to the dynamic allocation of economic capital
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+An adaptive premium policy with a Bayesian motivation in the classical risk model
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+Differentiation of some functionals of risk processes, and optimal reserve allocation
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+Multirisks model and finite-time ruin probabilities
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+Asymptotic Statistics
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